-19.1%
TMUS vs ALB
-15.8%
-3.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.7% |
| 7D | +4.9% | -5.8% | +10.7% | +4.6% |
| 30D | +7.7% | -4.5% | +12.2% | +7.5% |
| 3M | -6.8% | -28.1% | +21.3% | -7.7% |
| 6M | -9.7% | -53.2% | +43.5% | -11.4% |
| YTD | -15.0% | -33.3% | +18.4% | -14.7% |
| 1Y | -19.1% | -17.4% | -1.7% | -18.8% |
| All | -19.1% | -15.8% | -3.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling